The Roller Lounge at the Palms, Las Vegas

Since its splashy 2001 debut, the Palms casino-resort has established itself as one of the hippest playgrounds on the Las Vegas scene. Owned by the Maloof family, which counts the NBA's Sacramento Kings among its holdings in the realms of banking, hotels and sports, the $265 million facility blends sophisticated, retro cool with cutting-edge nightlife.

Located just west of the Strip on Flamingo Road, the Palms is considered boutique-sized by Las Vegas standards, with only 455 rooms. The exclusive, ultratrendy tone is set by the hip eatery Nine Steakhouse and the resort's pair of spectacular nightspots: Ghostbar, featuring a space-age décor straight out of The Jetsons and a patio looming 55 floors above the city; and Rain, a three-story megaclub where an overhead special effects rig blasts fog, smoke and fireballs, and the elevated dance floor is surrounded by a moat with computer-controlled fountains. (The VIPs, meanwhile, are shielded from the elements in their private skyboxes.) These spots gained national exposure when MTV came to Sin City to shoot its most recent season of the reality series "The Real World"; the Palms housed the cast in a custom-designed suite, which is now available for $7,500 a night on weekends. (Leo DiCaprio, who recently rented it for his birthday party, presumably got a discounted rate.)

But as any true Vegas player knows, it isn't all about the wild nights; it's also about kicking back and pampering yourself. For the discerning gentleman who enjoys a good cigar, the Palms offers the Roller Lounge. This elegant high-limit gaming area, overlooking the main casino floor, contains eight blackjack and baccarat tables where minimum bets typically start at $25. A fully stocked private bar offers Cognac, Armagnac, Vintage Port and single-malt Scotch in addition to a wide selection of cigars. Adjacent to the gaming area is a private lounge with sleek but cozy furniture, where you can unwind with a Davidoff while contemplating your next dance with Lady Luck. Like a luxurious sanctuary within the casino, it's the perfect place to slip away from the hustle and bustle.

The Roller Lounge has seamlessly incorporated a cigar lounge into a high-limit area. On a recent visit the lounge offered a number of excellent Davidoff cigars, including the Anniversario No. 2 ($27), the Grand Cru No. 1 ($16), and the Special 'T' ($20); the Padrón 1964 Anniversary Series Torpedo and the Diamond Crown No. 2 (both $25). For high rollers, there was also the Fuente Fuente OpusX Super Belicoso, a particularly full-bodied—and difficult to find—brand, priced at $50, the most expensive on the menu.

Players also have the option of bringing their own cigars, which they can store in the lounge's humidor.

Andre Portal, director of food and beverage for the Palms, oversees the lounge's cigar operations. "We needed something to enhance the high-limit room," he says. "I started with a certain line of cigars, and I've continued to change them once in a while. We have the Davidoff series, six or seven different kinds, and brand names like Montecristo…If my customers ask for different cigars, we'll change [the selection]."

While the casino goes 24/7, the Roller Lounge is typically open from 6 a.m.-6 p.m. On busy weekends, management will keep it open 24 hours to accommodate customers. Because under the neon lights of Las Vegas, a fine cigar is the ultimate complement to a high-stakes showdown with the gambling gods; the Roller Lounge lets you do it in style.